Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 0.376915 0.415825 0.458943 0.510639 0.571429 0.641274 0.728521
2025-10-19 0.322894 0.370726 0.427074 0.499423 0.591475 0.707042 0.867141
2025-10-26 0.290910 0.344103 0.409753 0.498739 0.619565 0.783394 1.033100
2025-11-02 0.260755 0.315054 0.384363 0.482176 0.621813 0.823219 1.156077
2025-11-09 0.234849 0.288282 0.358237 0.460078 0.611344 0.840833 1.247295
2025-11-16 0.220215 0.274653 0.347781 0.457716 0.628004 0.901016 1.424337
2025-11-23 0.213414 0.270704 0.349815 0.473001 0.673025 1.014975 1.737092
2025-11-30 0.203352 0.261265 0.342940 0.473653 0.694048 1.091359 2.004326
2025-12-07 0.193069 0.250671 0.333332 0.468699 0.704416 1.149677 2.255813
2025-12-14 0.183341 0.240175 0.322961 0.461258 0.709025 1.197279 2.503153
2025-12-21 0.173977 0.229615 0.311677 0.451107 0.707101 1.230753 2.729653
2025-12-28 0.170326 0.227246 0.312750 0.461710 0.745496 1.360536 3.327092
2026-01-04 0.168738 0.228101 0.319290 0.483170 0.810394 1.575852 4.442655
2026-01-11 0.161634 0.220078 0.310968 0.477180 0.818107 1.652542 5.110050
2026-01-18 0.156548 0.214889 0.306895 0.478539 0.841802 1.780439 6.207195
2026-01-25 0.148904 0.205286 0.294873 0.463822 0.827594 1.796716 6.735514
2026-02-01 0.140769 0.194559 0.280402 0.443315 0.797662 1.759036 6.898870
2026-02-08 0.136457 0.189739 0.275666 0.441247 0.810413 1.858405 8.208860
2026-02-15 0.135249 0.189818 0.279262 0.455800 0.865279 2.118244 11.670931
2026-02-22 0.131854 0.186161 0.276113 0.456454 0.885906 2.269734 14.878205
2026-03-01 0.127851 0.181327 0.270613 0.451780 0.892107 2.370767 18.127414
2026-03-08 0.123736 0.176146 0.264227 0.444739 0.891063 2.443852 21.600571
2026-03-15 0.119480 0.170573 0.256879 0.435121 0.881779 2.480110 24.846037